期刊論文| 1. | 黃玉娟、李拜儒、陳百芳、張誌成(2002)。延長交易時間對市場績效之影響--以SGX-DT摩根台指期貨為例。企銀季刊，25(2)，143-171。 延伸查詢 |
| 2. | Barclay, M. J.、Litzenberger, R. H.、Warner, J. B.(1990)。Private Information, Trading Volume, and Stock-Retum Variances。Review of Financial Studies，3(2)，233-254。  |
| 3. | Chen, Y. M.(1993)。Price Limits and Stock Market Volatility in Taiwan。Pacific-Basin Finance Journal，1，139-153。 |
| 4. | Fama, E.(1965)。Price Behavior of Stock Market Prices。Journal of Business，38，34-105。 |
| 5. | Houston, J. F.、Ryngaert, M. D.(1992)。The Links Between Trading Time and Market Volatility。The Journal of Financial Research，15(2)，91-100。 |
| 6. | Huang, Y. H.、Fu, T. W.、Ke, M. C.(2001)。Daily Price Limits and Stock Price Behavior: Evidence from the Taiwan Stock Exchange。International Review of Economics and Finance，10，163-288。 |
| 7. | Ma, C. K.、Rao, R. P.、Sears, R. S.(1989)。Volatility, Price Resolution, and the Effectiveness of Price Limits。Journal of Financial Services Research，3，165-199。 |
| 8. | Hsu, Yenshan(1996)。Margin Requirements and Stock Market Volatility Another Look at the Case of Taiwan。Pacific-Basin Finance Journal，4，409-419。 |
| 9. | 吳壽山、周賓鳳(19960100)。衡量漲跌幅限制對股票報酬與風險之影響。證券市場發展季刊，8(1)=29，1-29。 延伸查詢 |
| 10. | Kim, Kenneth A.、Rhee, S. Ghon(1997)。Price Limit Performance: Evidence From the Tokyo Stock Exchange。Journal of Finance，52(2)，885-901。 |
| 11. | Huang, Y. S.、Liu, D. Y.、Fu, T. W.(2000)。Stock Price Behavior over Trading and Non-trading Periods: Evidence from the Taiwan Stock Exchange。Journal of Business Finance and Accounting，27(5/6)，575-602。 |
| 12. | Chen, H.(1998)。Price Limits, Overreaction, and Price Resolution in Futures Markets。Journal of Futures Markets，18(3)，243-263。 |
| 13. | Bekaert, G.、Harvey, C. R.(1997)。Emerging Equity Market Volatility。Journal of Financial Economics，43(1)，29-77。 |
| 14. | Brown, M. B.、Forsythe, A. B.(1974)。Robust Tests for the Equality of Variances。Journal of the American Statistical Association，69(346)，364-367。 |
| 15. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics，17(1)，5-26。 |
| 16. | Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review，80(4)，736-762。 |
| 17. | Schwert, G. W.(1989)。Margin Requirements and Stock Volatility。Journal of Financial Service Research，3，153-164。 |
| 18. | 馬黛、廖怡玲(20001200)。交易時間、交易行為與股市績效：臺灣股市隔週休二日之實證。中國財務學刊，8(3)，79-105。 延伸查詢 |
| 19. | Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis，22(1)，109-126。 |
| 20. | Aggarwal, R.、Chen, S. N.(1990)。The Adjustment of Stock Returns to Block Trading Information。Quarterly Journal of Business and Economics，29，46-56。 |